+300.0%
HUT vs DUOL
+2.7%
+297.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.3% | -9.8% | -7.3% |
| 7D | +2.8% | -8.6% | +11.5% | +6.2% |
| 30D | +2.1% | +7.2% | -5.1% | -2.8% |
| 3M | -14.3% | +19.1% | -33.3% | -24.5% |
| 6M | +84.2% | +52.5% | +31.7% | +42.3% |
| YTD | +97.2% | -17.3% | +114.5% | +98.2% |
| 1Y | +192.7% | -49.2% | +242.0% | +260.6% |
| 3Y | +712.6% | -7.3% | +719.8% | +542.6% |
| 5Y | +85.5% | -16.3% | +101.7% | +21.0% |
| All | +300.0% | +2.7% | +297.3% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling